ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
151-31 |
152-01 |
0-02 |
0.0% |
148-20 |
| High |
152-12 |
152-15 |
0-03 |
0.1% |
152-08 |
| Low |
151-10 |
151-17 |
0-07 |
0.1% |
148-03 |
| Close |
152-01 |
152-02 |
0-01 |
0.0% |
151-20 |
| Range |
1-02 |
0-30 |
-0-04 |
-11.8% |
4-05 |
| ATR |
1-07 |
1-07 |
-0-01 |
-1.7% |
0-00 |
| Volume |
358,405 |
340,663 |
-17,742 |
-5.0% |
2,024,940 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-27 |
154-12 |
152-18 |
|
| R3 |
153-29 |
153-14 |
152-10 |
|
| R2 |
152-31 |
152-31 |
152-08 |
|
| R1 |
152-16 |
152-16 |
152-05 |
152-24 |
| PP |
152-01 |
152-01 |
152-01 |
152-04 |
| S1 |
151-18 |
151-18 |
151-31 |
151-26 |
| S2 |
151-03 |
151-03 |
151-28 |
|
| S3 |
150-05 |
150-20 |
151-26 |
|
| S4 |
149-07 |
149-22 |
151-18 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-04 |
161-17 |
153-29 |
|
| R3 |
158-31 |
157-12 |
152-25 |
|
| R2 |
154-26 |
154-26 |
152-12 |
|
| R1 |
153-07 |
153-07 |
152-00 |
154-00 |
| PP |
150-21 |
150-21 |
150-21 |
151-02 |
| S1 |
149-02 |
149-02 |
151-08 |
149-28 |
| S2 |
146-16 |
146-16 |
150-28 |
|
| S3 |
142-11 |
144-29 |
150-15 |
|
| S4 |
138-06 |
140-24 |
149-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-15 |
151-01 |
1-14 |
0.9% |
0-30 |
0.6% |
72% |
True |
False |
291,798 |
| 10 |
152-15 |
147-18 |
4-29 |
3.2% |
1-07 |
0.8% |
92% |
True |
False |
342,371 |
| 20 |
152-15 |
146-02 |
6-13 |
4.2% |
1-06 |
0.8% |
94% |
True |
False |
310,834 |
| 40 |
152-15 |
146-02 |
6-13 |
4.2% |
1-06 |
0.8% |
94% |
True |
False |
311,209 |
| 60 |
152-15 |
144-15 |
8-00 |
5.3% |
1-08 |
0.8% |
95% |
True |
False |
305,333 |
| 80 |
154-12 |
144-15 |
9-29 |
6.5% |
1-09 |
0.8% |
77% |
False |
False |
229,648 |
| 100 |
154-17 |
144-15 |
10-02 |
6.6% |
1-07 |
0.8% |
75% |
False |
False |
183,806 |
| 120 |
154-17 |
144-15 |
10-02 |
6.6% |
1-09 |
0.8% |
75% |
False |
False |
153,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-14 |
|
2.618 |
154-30 |
|
1.618 |
154-00 |
|
1.000 |
153-13 |
|
0.618 |
153-02 |
|
HIGH |
152-15 |
|
0.618 |
152-04 |
|
0.500 |
152-00 |
|
0.382 |
151-28 |
|
LOW |
151-17 |
|
0.618 |
150-30 |
|
1.000 |
150-19 |
|
1.618 |
150-00 |
|
2.618 |
149-02 |
|
4.250 |
147-18 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-01 |
152-00 |
| PP |
152-01 |
151-30 |
| S1 |
152-00 |
151-28 |
|